Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49141.17 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 39788.21 Kr¶

PnL: ---------------------------------------> 24.29 Kr¶

DD now: ---------------------------------> -7.491 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:11:07.266686'

Anic Portfolio¶

Today¶

Return: -0.329 %¶

This Week¶

Return: -0.329 %¶

Total portfolio value¶

Return including deposits: 60.876 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.150000 1664.100000 196.560000 13.390000 1467.540000
Orrön Energy 180 0.660000 2053.800000 16.200000 0.800000 2037.600000
Addnode Group B 11 1.020000 927.850000 9.350000 1.020000 918.500000
HEXPOL B 9 -0.170000 1026.900000 9.000000 0.880000 1017.900000
Clas Ohlson B 12 0.250000 973.200000 2.400000 0.250000 970.800000
Alimak Group 11 0.240000 928.400000 2.200000 0.240000 926.200000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
BioGaia B 8 0.090000 928.800000 0.800000 0.090000 928.000000
Sagax A 4 -0.930000 852.000000 0.000000 0.000000 852.000000
Platzer Fastigheter Holding B 12 0.000000 958.800000 0.000000 0.000000 958.800000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
OX2 13 -0.070000 947.050000 -0.650000 -0.070000 947.700000
JM 6 -0.140000 861.000000 -1.200000 -0.140000 862.200000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
EQT 4 -0.290000 827.200000 -2.400000 -0.290000 829.600000
Sagax B 4 -0.330000 849.200000 -2.800000 -0.330000 852.000000
Catena 2 -0.660000 784.400000 -5.200000 -0.660000 789.600000
Bufab 3 -0.490000 1101.000000 -5.400000 -0.490000 1106.400000
Nordic Waterproofing Holding 7 -0.580000 959.000000 -5.600000 -0.580000 964.600000
Biotage 7 -0.600000 933.800000 -5.600000 -0.600000 939.400000
INVISIO 16 -0.220000 3672.000000 -8.000000 -0.220000 3680.000000
Atrium Ljungberg B 5 -1.020000 923.500000 -9.500000 -1.020000 933.000000
Indutrade 5 -0.860000 1204.000000 -10.500000 -0.860000 1214.500000
Hexagon B 26 -0.340000 3439.800000 -11.700000 -0.340000 3451.500000
Latour B 4 -1.820000 839.600000 -15.600000 -1.820000 855.200000
Vitec Software Group B 2 -1.660000 1066.000000 -18.000000 -1.660000 1084.000000
BHG Group 97 -1.670000 1431.720000 -23.280000 -1.600000 1455.000000
Hexatronic Group 12 -2.790000 937.680000 -26.880000 -2.790000 964.560000
VEF 909 -3.430000 1788.910000 -56.360000 -3.050000 1845.270000
TOTAL 39788.210000 24.290000 -7.49088% 39763.920000

Updated:¶

'2023-07-03 09:11:23.995993'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶